Follow
Xueyuan Wu
Title
Cited by
Cited by
Year
On a correlated aggregate claims model with Poisson and Erlang risk processes
KC Yuen, J Guo, X Wu
Insurance: Mathematics and Economics 31 (2), 205-214, 2002
1602002
On the first time of ruin in the bivariate compound Poisson model
KC Yuen, J Guo, X Wu
Insurance: Mathematics and Economics 38 (2), 298-308, 2006
1002006
A discrete-time risk model with interaction between classes of business
X Wu, KC Yuen
Insurance: Mathematics and Economics 33 (1), 117-133, 2003
572003
On a discrete time risk model with delayed claims and a constant dividend barrier
X Wu, S Li
Insurance Markets and Companies: Analyses and Actuarial Computations 3 (1 …, 2012
35*2012
On the discounted penalty function in a discrete time renewal risk model with general interclaim times
X Wu, S Li
Scandinavian Actuarial Journal 2009 (4), 281-294, 2009
322009
Dividend and capital injection optimization with transaction cost for Lévy risk processes
W Wang, Y Wang, P Chen, X Wu
Journal of Optimization Theory and Applications 194 (3), 924-965, 2022
17*2022
Optimal dividends under reinsurance
CJ Beveridge, DCM Dickson, X Wu
Centre for Actuarial Studies, Department of Economics, University of Melbourne, 2007
152007
Expected discounted dividends in a discrete semi-Markov risk model
M Chen, J Guo, X Wu
Journal of Computational and Applied Mathematics 266, 1-17, 2014
142014
A new multivariate zero-inflated hurdle model with applications in automobile insurance
P Zhang, D Pitt, X Wu
ASTIN Bulletin: The Journal of the IAA 52 (2), 393-416, 2022
132022
On a discrete-time risk model with claim correlated premiums
X Wu, M Chen, J Guo, C Jin
Annals of Actuarial Science 9 (2), 322-342, 2015
132015
On the prediction of claim duration for income protection insurance policyholders
Q Liu, D Pitt, X Wu
Annals of Actuarial Science 8 (1), 42-62, 2014
122014
An EM algorithm for double-Pareto-lognormal generalized linear model applied to heavy-tailed insurance claims
E Calderín-Ojeda, K Fergusson, X Wu
Risks 5 (4), 60, 2017
112017
A Bayesian approach to parameter estimation for kernel density estimation via transformations
Q Liu, D Pitt, X Zhang, X Wu
Annals of Actuarial Science 5 (2), 181-193, 2011
112011
Assessing the impact of suicide exclusion periods on life insurance
P Yip, D Pitt, Y Wang, X Wu, R Watson, R Huggins, Y Xu
Crisis, 2010
11*2010
A projection of future hospitalisation needs in a rapidly ageing society: A Hong Kong experience
X Wu, C Law, PSF Yip
International journal of environmental research and public health 16 (3), 473, 2019
102019
On the compound binomial risk model with delayed claims and randomized dividends
KP Wat, KC Yuen, WK Li, X Wu
Risks 6 (1), 6, 2018
92018
Matrix-form Recursions for a family of compound distributions
X Wu, S Li
ASTIN Bulletin 40, 351-368, 2010
82010
On a discrete-time Sparre Andersen model with phase-type claims
X Wu, S Li
Centre for Actuarial Studies, Department of Economics, University of Melbourne, 2008
82008
On the Type I multivariate zero-truncated hurdle model with applications in health insurance
P Zhang, E Calderin, S Li, X Wu
Insurance: Mathematics and Economics 90, 35-45, 2020
72020
An interaction risk model with delayed claims
X Wu, KC Yuen
The 35th ASTIN Colloquium 17, 2004
62004
The system can't perform the operation now. Try again later.
Articles 1–20